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Paris-Princeton Lectures on Mathematical Finance 2010 9.0%OFF

Paris-Princeton Lectures on Mathematical Finance 2010

by Areski Cousin, Stephane Crepey and Olivier Gueant

  • ISBN

    :  

    9783642146596

  • Publisher

    :  

    Springer

  • Subject

    :  

    Mathematics

  • Binding

    :  

    Paperback

  • Pages

    :  

    359

  • Year

    :  

    2011

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  • Description

    The Paris-Princeton Lectures on Mathematical Finance, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, Stephane Crepey, Olivier Gueant, Jean-Michel Lasry and Pierre-Louis Lions, David Hobson, and Peter Tankov. Table of Contents Hedging CDO Tranches in a Markovian Environment About the Pricing Equations in Finance Mean Field Games and Applications The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices Pricing and Hedging in Exponential Levy Models: Review of Recent Results

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